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Raiffeisen Bank International AG .../  AT0000A37918  /

Raiffeisen EE
9/20/2024  12:00:00 AM Chg.-0.006 Bid- Ask- Underlying Strike price Expiration date Option type
0.102EUR -5.56% -
Bid Size: -		 -
Ask Size: -		 OMV AG 42.4114 EUR 3/21/2025 Call
 

Master data

WKN: RC1A6D
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 42.41 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 9.63:1
Exercise type: American
Quanto: -
Gearing: 32.81
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -0.56
Time value: 0.12
Break-even: 43.54
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 34.48%
Delta: 0.29
Theta: -0.01
Omega: 9.47
Rho: 0.05
 

Quote data

Open: 0.102
High: 0.102
Low: 0.102
Previous Close: 0.108
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.08%
1 Month
  -43.33%
3 Months
  -61.80%
YTD
  -66.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.108 0.086
1M High / 1M Low: 0.223 0.086
6M High / 6M Low: 0.566 0.086
High (YTD): 5/21/2024 0.566
Low (YTD): 9/16/2024 0.086
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   0.308
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.04%
Volatility 6M:   133.92%
Volatility 1Y:   -
Volatility 3Y:   -